TSFM在异常检测与预测中表现不佳,传统模型反而更优且更省资源。
Time Series Foundational Models: Their Role in Anomaly Detection and Prediction
- 用预训练时间序列模型扩展异常检测,但效果不如传统方法。
- 在无明显模式的数据上,TSFM性能不增反降,计算成本却很高。
- 适合追求前沿模型但需权衡计算开销的研究者参考。
时间序列基础模型(TSFM)在时间序列预测中表现出色,但在异常检测与预测任务中应用仍不充分,且存在黑箱特性、可解释性差等问题。本文系统评估了TSFM在异常检测与预测中的有效性,涵盖多个缺乏明显模式、趋势和季节性的数据集。结果表明,尽管可扩展用于此类任务,但传统统计与深度学习模型往往表现相当或更优。此外,TSFM需要大量计算资源,却未能有效捕捉序列依赖关系,且在少样本或零样本场景下未见性能提升。相关数据集、代码及补充材料已公开于https://github.com/smtmnfg/TSFM。
原文摘要 · Abstract (English)
Time series foundational models (TSFM) have gained prominence in time series forecasting, promising state-of-the-art performance across various applications. However, their application in anomaly detection and prediction remains underexplored, with growing concerns regarding their black-box nature, lack of interpretability and applicability. This paper critically evaluates the efficacy of TSFM in anomaly detection and prediction tasks. We systematically analyze TSFM across multiple datasets, including those characterized by the absence of discernible patterns, trends and seasonality. Our analysis shows that while TSFMs can be extended for anomaly detection and prediction, traditional statistical and deep learning models often match or outperform TSFM in these tasks. Additionally, TSFMs require high computational resources but fail to capture sequential dependencies effectively or improve performance in few-shot or zero-shot scenarios. \noindent The preprocessed datasets, codes to reproduce the results and supplementary materials are available at https://github.com/smtmnfg/TSFM.
Thank you to arXiv for use of its open access interoperability. PaperDance 不是 arXiv 官方产品;中文卡片由大模型生成,请以原文为准。